Pages that link to "Item:Q5618186"

The following pages link to Generalized Least Squares with an Estimated Variance Covariance Matrix (Q5618186):

Displaying 11 items.

• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
• Formulation and estimation of dynamic models using panel data (Q1165549) (← links)
• Best quadratic unbiased estimators of the variance-covariance matrix in normal regression (Q1224396) (← links)
• The structure of simultaneous equations estimators (Q1224409) (← links)
• An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator (Q1240513) (← links)
• An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322) (← links)
• Optimal estimation control strategies for dynamic economic models with applications to environmental modelling (Q3709758) (← links)
• Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717) (← links)
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances (Q4434412) (← links)
• EFFICIENT GMM ESTIMATION OF HIGH ORDER SPATIAL AUTOREGRESSIVE MODELS WITH AUTOREGRESSIVE DISTURBANCES (Q5187626) (← links)
• Sequential and efficient GMM estimation of dynamic short panel data models (Q5862518) (← links)